Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-10-06 0.569763 0.639849 0.719030 0.815925 0.932417 1.069423 1.244961
2024-10-13 0.500120 0.589564 0.698106 0.842060 1.031995 1.280169 1.640030
2024-10-20 0.448737 0.548699 0.676864 0.858173 1.116827 1.487870 2.092970
2024-10-27 0.401724 0.505222 0.643744 0.850184 1.164641 1.654368 2.545977
2024-11-03 0.379576 0.490893 0.646475 0.891223 1.291300 1.974915 3.396228
2024-11-10 0.365748 0.485698 0.660472 0.950540 1.460419 2.423703 4.763260
2024-11-17 0.343851 0.465962 0.649718 0.967975 1.561913 2.785974 6.226074
2024-11-24 0.321105 0.442327 0.629618 0.965752 1.626188 3.097888 7.862906
2024-12-01 0.294212 0.409745 0.591443 0.925587 1.606228 3.211451 9.012554
2024-12-08 0.271374 0.381559 0.557562 0.888301 1.584305 3.314543 10.281855
2024-12-15 0.261410 0.372857 0.555117 0.909187 1.693413 3.817712 14.170133
2024-12-22 0.260215 0.378058 0.576762 0.980161 1.938469 4.877269 24.504527
2024-12-29 0.251638 0.371398 0.578732 1.016338 2.124628 5.960128 42.947635
2025-01-05 0.236663 0.352647 0.556707 0.997938 2.162060 6.532600 63.103436
2025-01-12 0.223648 0.336275 0.537495 0.982834 2.206066 7.199414 99.633325
2025-01-19 0.209882 0.317616 0.512219 0.950242 2.189648 7.584293 146.024922
2025-01-26 0.204547 0.313437 0.514401 0.982116 2.387697 9.404784 475.630093
2025-02-02 0.201942 0.313899 0.525704 1.038392 2.696306 12.618051 12234.379297
2025-02-09 0.195164 0.306183 0.519630 1.049943 2.853224 15.204213 NaN
2025-02-16 0.187203 0.295716 0.506872 1.041925 2.933381 17.412280 NaN
2025-02-23 0.176459 0.279401 0.480549 0.993731 2.832796 17.494710 NaN
2025-03-02 0.166868 0.264806 0.456931 0.950292 2.741643 17.603859 NaN
2025-03-09 0.163225 0.261308 0.456729 0.971713 2.943425 22.339258 NaN